NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 140.53 141.72 1.19 0.8% 136.43
High 143.60 141.72 -1.88 -1.3% 143.60
Low 140.53 141.72 1.19 0.8% 135.10
Close 141.27 141.61 0.34 0.2% 141.27
Range 3.07 0.00 -3.07 -100.0% 8.50
ATR 2.49 2.34 -0.15 -5.9% 0.00
Volume 680 840 160 23.5% 2,113
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 141.68 141.65 141.61
R3 141.68 141.65 141.61
R2 141.68 141.68 141.61
R1 141.65 141.65 141.61 141.67
PP 141.68 141.68 141.68 141.69
S1 141.65 141.65 141.61 141.67
S2 141.68 141.68 141.61
S3 141.68 141.65 141.61
S4 141.68 141.65 141.61
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 165.49 161.88 145.95
R3 156.99 153.38 143.61
R2 148.49 148.49 142.83
R1 144.88 144.88 142.05 146.69
PP 139.99 139.99 139.99 140.89
S1 136.38 136.38 140.49 138.19
S2 131.49 131.49 139.71
S3 122.99 127.88 138.93
S4 114.49 119.38 136.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.60 135.10 8.50 6.0% 1.76 1.2% 77% False False 496
10 143.60 134.00 9.60 6.8% 1.46 1.0% 79% False False 536
20 143.60 122.85 20.75 14.7% 1.03 0.7% 90% False False 786
40 143.60 115.35 28.25 19.9% 1.17 0.8% 93% False False 796
60 143.60 103.52 40.08 28.3% 0.81 0.6% 95% False False 644
80 143.60 95.99 47.61 33.6% 0.63 0.4% 96% False False 587
100 143.60 86.75 56.85 40.1% 0.54 0.4% 96% False False 542
120 143.60 84.00 59.60 42.1% 0.45 0.3% 97% False False 502
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141.72
2.618 141.72
1.618 141.72
1.000 141.72
0.618 141.72
HIGH 141.72
0.618 141.72
0.500 141.72
0.382 141.72
LOW 141.72
0.618 141.72
1.000 141.72
1.618 141.72
2.618 141.72
4.250 141.72
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 141.72 141.41
PP 141.68 141.21
S1 141.65 141.02

These figures are updated between 7pm and 10pm EST after a trading day.

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